-42.2%
INTU vs BROS
+41.2%
-83.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -7.5% | -0.9% | -6.6% | -7.4% |
| 30D | -1.9% | -13.5% | +11.5% | +0.6% |
| 3M | +4.9% | -18.4% | +23.3% | +7.9% |
| 6M | -33.2% | -10.6% | -22.6% | -32.9% |
| YTD | -51.4% | -25.1% | -26.3% | -49.6% |
| 1Y | -52.0% | -28.6% | -23.3% | -50.0% |
| 3Y | -40.7% | +65.6% | -106.3% | -51.0% |
| All | -42.2% | +41.2% | -83.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling